+118.4%
NDAQ vs CART
+37.6%
+80.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.2% | -2.4% |
| 7D | +1.2% | +1.2% | 0.0% | +1.0% |
| 30D | +15.8% | +27.1% | -11.3% | +12.8% |
| 3M | +13.4% | +27.4% | -14.1% | +10.2% |
| 6M | +20.9% | +32.1% | -11.3% | +16.8% |
| YTD | +11.1% | +28.5% | -17.4% | +7.0% |
| 1Y | +26.5% | +58.8% | -32.3% | +19.4% |
| 3Y | +121.5% | +114.8% | +6.7% | +100.5% |
| All | +118.4% | +37.6% | +80.8% | +98.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CART wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling